-99.1%
QID vs GME
+285.6%
-384.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -1.6% |
| 7D | +1.3% | +10.4% | -9.1% | +1.9% |
| 30D | +2.9% | +14.1% | -11.1% | +3.8% |
| 3M | -0.7% | -4.6% | +3.9% | -0.9% |
| 6M | -29.7% | -13.5% | -16.1% | -30.1% |
| YTD | -27.9% | +5.3% | -33.2% | -27.3% |
| 1Y | -34.6% | -14.9% | -19.7% | -34.8% |
| 3Y | -73.5% | +24.3% | -97.8% | -70.8% |
| 5Y | -81.0% | -55.6% | -25.4% | -78.9% |
| All | -99.1% | +285.6% | -384.7% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling